Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$137M |
| 2 |
Pfizer
PFE
|
+$114M |
| 3 |
JPMorgan Chase
JPM
|
+$107M |
| 4 |
ExxonMobil
XOM
|
+$93.3M |
| 5 |
ESRX
Express Scripts Holding Company
ESRX
|
+$86.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
FON
SPRINT CORP FON COM
FON
|
+$201M |
| 2 |
NWSA
NEWS CORPORATION CL-A
NWSA
|
+$182M |
| 3 |
Zoetis
ZTS
|
+$104M |
| 4 |
Goldman Sachs
GS
|
+$79.1M |
| 5 |
BKI
BUCKEYE TECHNOLOGY INC
BKI
|
+$74.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.71% |
| 2 | Industrials | 13.9% |
| 3 | Energy | 11.81% |
| 4 | Technology | 10.02% |
| 5 | Consumer Discretionary | 9.22% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CUTR
2076
DELISTED
Cutera, Inc.
CUTR
| $10.4M | 0.01% |
1,173,486
-4,799
| -0.4% | -$45.3K |
|
2077
NRC Health Common Stock
NRC
$462M
| $10.4M | 0.01% |
552,344
-4,582
| -0.8% | -$78.7K |
|
|
OB
2078
DELISTED
Onebeacon Insurance Group Ltd
OB
| $10.4M | 0.01% |
702,503
+10,709
| +2% | +$156K |
|
2079
Turkcell
TKC
$4.44B
| $10.4M | 0.01% |
702,098
-15,265
| -2% | -$221K |
|
|
LDR
2080
DELISTED
Landauer Inc
LDR
| $10.3M | 0.01% |
201,699
-4,249
| -2% | -$206K |
|
|
BIRT
2081
DELISTED
Actuate Corp
BIRT
| $10.3M | 0.01% |
1,405,320
+6,494
| +0.5% | +$47.3K |
|
|
SRCI
2082
DELISTED
SRC Energy Inc
SRCI
| $10.3M | 0.01% |
1,058,959
+430,352
| +68% | +$3.6M |
|
|
DNKN
2083
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $10.3M | 0.01% |
228,104
+634
| +0.3% | +$27.8K |
|
2084
Clean Harbors
CLH
$16.7B
| $10.3M | 0.01% |
175,953
+12,375
| +8% | +$691K |
|
2085
CMS Energy
CMS
$20.8B
| $10.3M | 0.01% |
392,036
+13,779
| +4% | +$374K |
|
2086
Culp Inc
CULP
$46.4M
| $10.3M | 0.01% |
549,861
-824
| -0.1% | -$15.5K |
|
2087
First Bancorp
FBP
$4.2B
| $10.3M | 0.01% |
1,810,672
+596,263
| +49% | +$4.22M |
|
2088
Hawkins
HWKN
$2.54B
| $10.3M | 0.01% |
543,890
+6,000
| +1% | +$119K |
|
2089
Corpay
CPAY
$26.5B
| $10.3M | 0.01% |
93,089
+4,568
| +5% | +$446K |
|
|
CITZ
2090
DELISTED
CFS BANCORP INC
CITZ
| $10.2M | 0.01% |
924,713
| – | – |
|
|
XRTX
2091
DELISTED
XYRATEX LTD (BERMUDA)
XRTX
| $10.2M | 0.01% |
919,146
+32,476
| +4% | +$348K |
|
|
ENTR
2092
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
| $10.2M | 0.01% |
2,333,102
+295,363
| +14% | +$1.23M |
|
|
TECUA
2093
DELISTED
TECUMSEH PRODUCTS CO CL-A
TECUA
| $10.2M | 0.01% |
1,138,307
+7,457
| +0.7% | +$66.7K |
|
2094
Herbalife
HLF
$1.23B
| $10.2M | 0.01% |
291,918
+24,948
| +9% | +$771K |
|
|
DALN
2095
DELISTED
DallasNews
DALN
| $10.2M | 0.01% |
323,787
+2,470
| +0.8% | +$73.1K |
|
2096
Beazer Homes USA
BZH
$889M
| $10.2M | 0.01% |
564,100
-4,420
| -0.8% | -$77.7K |
|
|
GAS
2097
DELISTED
AGL Resources Inc
GAS
| $10.2M | 0.01% |
220,586
+1,254
| +0.6% | +$56.4K |
|
2098
Charter Communications
CHTR
$15.3B
| $10.1M | 0.01% |
75,162
+12,471
| +20% | +$1.58M |
|
2099
Watsco Inc
WSO
$12.6B
| $10.1M | 0.01% |
107,409
-22,139
| -17% | -$2.03M |
|
2100
Stock Yards Bancorp
SYBT
$2.48B
| $10.1M | 0.01% |
534,968
+2,241
| +0.4% | +$40.5K |
|
Similar funds
Dimensional Fund Advisors's Q3 2013 Portfolio in Review
As of Q3 2013, Dimensional Fund Advisors held 3,633 positions worth $116B, up 8.8% from $106B the previous quarter. Its ten largest holdings account for 8.5% of the portfolio.
Trading was light in Q3 2013: portfolio turnover was 2.7%. Dimensional Fund Advisors opened 48 new positions and exited 50, leaving the 3,633-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Industrials and Energy.
- Dimensional Fund Advisors's largest Q3 2013 buy was Twenty-First Century Fox, Inc. Class A: 4,364,241 shares worth $146M.
- Dimensional Fund Advisors added most to Pfizer in Q3 2013, an estimated $114M increase.
- Dimensional Fund Advisors's biggest Q3 2013 reduction was Zoetis, cutting an estimated $104M.
- Dimensional Fund Advisors fully exited SPRINT CORP FON COM in Q3 2013, selling an estimated $201M.
- Dimensional Fund Advisors's ten largest holdings make up 8.5% of its $116B portfolio in Q3 2013.
- Dimensional Fund Advisors opened 48 new positions and closed 50 in Q3 2013.
- Dimensional Fund Advisors's portfolio value rose 8.8% quarter-over-quarter to $116B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2013, filed 13 Nov 2013.